BCBS Working Papers No 22: Foundations of the Proposed Modified Supervisory Formula Approach
- archived
- 1 minute reading time
This technical paper describes the modelling framework underlying the Modified Supervisory Formula Approach (MSFA) as proposed in the Basel Committee's recent consultative paper Revisions to the Basel Securitisation Framework.
Continue reading with a PwC Plus-Subscription
- verified Information source
- daily updates
- completely searchable articles (with refiner)
- tailored alert